Uses of Class
com.quantfinlib.microstructure.VolatilityCurve

Packages that use VolatilityCurve

Package

Description

com.quantfinlib.microstructure

Market microstructure analytics: MarketImpactModel (square-root law + Almgren-Chriss temporary/permanent decomposition), AlmgrenChriss (closed-form optimal execution trajectories on the cost/risk frontier), QueueModel (fill probability from queue position and latency advantage), TransactionCostAnalyzer (implementation shortfall, slippage vs VWAP, effective spread per fill), TickSizeSchedule (banded price grids) and Auction (call uncross).

Uses of VolatilityCurve in com.quantfinlib.microstructure

Methods in com.quantfinlib.microstructure that return VolatilityCurve

Modifier and Type	Method	Description
VolatilityCurve	VolatilityCurve.seedBaseline(double[] volPerBucket)	Seeds the baseline from a known shape (same units you will feed) — optional.